Yves Dominicy : Citation Profile


Are you Yves Dominicy?

Université Libre de Bruxelles

2

H index

1

i10 index

31

Citations

RESEARCH PRODUCTION:

3

Articles

3

Papers

RESEARCH ACTIVITY:

   1 years (2012 - 2013). See details.
   Cites by year: 31
   Journals where Yves Dominicy has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 1 (3.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdo328
   Updated: 2020-01-18    RAS profile: 2014-02-10    
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Relations with other researchers


Works with:

Veredas, David (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Yves Dominicy.

Is cited by:

Díaz, Carlos (6)

Charemza, Wojciech (6)

Halbleib, Roxana (2)

Tsionas, Mike (2)

Fabozzi, Frank (2)

Weron, Rafał (2)

Misiorek, Adam (2)

Francq, Christian (1)

Veredas, David (1)

Sentana, Enrique (1)

Bee, Marco (1)

Cites to:

Veredas, David (5)

Lombardi, Marco (4)

Renault, Eric (3)

de Vries, Casper (2)

Gonzalez-Rivera, Gloria (2)

gourieroux, christian (2)

Bollerslev, Tim (2)

Yoldas, Emre (2)

Monfort, Alain (2)

Singleton, Kenneth (1)

Haupt, Harry (1)

Main data


Where Yves Dominicy has published?


Working Papers Series with more than one paper published# docs
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles2

Recent works citing Yves Dominicy (2018 and 2017)


YearTitle of citing document
2018EUROPEAN CENTRAL BANK FOOTPRINTS ON INFLATION FORECAST UNCERTAINTY. (2018). Makarova, Svetlana . In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:637-652.

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2018The sparse method of simulated quantiles: An application to portfolio optimization. (2018). Stolfi, Paola ; Petrella, Lea ; Bernardi, Mauro. In: Statistica Neerlandica. RePEc:bla:stanee:v:72:y:2018:i:3:p:375-398.

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2018Estimating stable latent factor models by indirect inference. (2018). Halbleib, Roxana ; Calzolari, Giorgio. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:280-301.

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2019Exporter heterogeneity and price discrimination: A quantitative view. (2019). Simonovska, Ina ; Weinberger, Ariel ; Jung, Jae Wook. In: Journal of International Economics. RePEc:eee:inecon:v:116:y:2019:i:c:p:103-124.

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2019Quasi ex-ante inflation forecast uncertainty. (2019). Díaz, Carlos ; Charemza, Wojciech ; Makarova, Svetlana ; Diaz, Carlos. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:994-1007.

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2017Bivariate sub-Gaussian model for stock index returns. (2017). Jaboska-Sabuka, Matylda ; Wyomaska, Agnieszka ; Teuerle, Marek . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:628-637.

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2019Quantile-Based Inference for Tempered Stable Distributions. (2019). Fallahgoul, Hasan A ; Fabozzi, Frank J ; Veredas, David. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9718-0.

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2017Multivariate moment based extreme value index estimators. (2017). Heikkila, Matias ; Ilmonen, Pauliina ; Dominicy, Yves. In: Computational Statistics. RePEc:spr:compst:v:32:y:2017:i:4:d:10.1007_s00180-016-0706-y.

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2018Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach.. (2018). Trapin, Luca ; Bee, Marco ; Hambuckers, Julien. In: DEM Working Papers. RePEc:trn:utwprg:2018/08.

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Works by Yves Dominicy:


YearTitleTypeCited
2012Marginal quantiles for stationary processes In: Working Papers.
[Full Text][Citation analysis]
paper2
2013The method of simulated quantiles In: Journal of Econometrics.
[Full Text][Citation analysis]
article25
2013On sample marginal quantiles for stationary processes In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article0
2013On sample marginal quantiles for stationary processes.(2013) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2013Inference for vast dimensional elliptical distributions In: Computational Statistics.
[Full Text][Citation analysis]
article4
2013Inference for vast dimensional elliptical distributions.(2013) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 4
paper

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